Articles by Boris Guarisma

Notion of non-dominated solutions

February 9, 2022 | Boris Guarisma

Cover photo by Mehdi Sepehri on Unsplash Go to R-bloggers for R news and tutorials contributed by hundreds of R bloggers. Introduction This article is part of the series (Swarm) Portfolio Optimization. I assume you have read the Nonparametric VaR artic...
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Nonparametric Value-at-Risk (VaR)

February 6, 2022 | Boris Guarisma

Cover photo by Chris Liverani on Unsplash Go to R-bloggers for R news and tutorials contributed by hundreds of R bloggers. Introduction This is the first of a series of articles explaining how to apply multi-objective particle swarm optimization* (MOPS...
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